+28.5%
CLS vs FTNT
+98.7%
-70.2%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FTNT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +1.0% | -3.5% | -2.7% |
| 7D | +5.0% | +1.6% | +3.4% | +4.6% |
| 30D | +4.8% | -1.9% | +6.7% | +5.3% |
| 3M | -10.4% | +14.4% | -24.8% | -12.3% |
| 6M | +20.8% | +88.7% | -67.8% | +14.4% |
| YTD | +10.0% | +100.0% | -90.0% | +0.6% |
| 1Y | +28.5% | +99.9% | -71.3% | +16.6% |
| All | +28.5% | +98.7% | -70.2% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside FTNT.
Daily Out/Under-Performance
Portfolio return minus FTNT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FTNT return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded FTNT wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling